Felivia Kusnadi, MActSc, ASA, ASAI

Email	:	felivia@unpar.ac.id
Structural Positions	:	Junior Associate Professor
Education	:	Master in Actuarial Science (2018) at University of Waterloo, Canada B.Sc in Mathematics (2015) at Parahyangan Catholic University, Indonesia

Professional Membership

1. Associate of Society of Actuaries
2. Associate of The Society of Actuaries of Indonesia

Research Interests

1. Asset-Liability Management
2. Predictive Analytics
3. Climate Change Effect on Insurance and Finance

Recent Research

1. Ratemaking of Cyber Risk Insurance by Computer Virus Spreading Using Copula.
2. Indonesian National Mortality Rates Using the Whittaker-Henderson Graduation Method.
3. Fraudulent Insurance Claim Detection Using Random Forest and Neural Network with Clustering-Based Variable Selection.
4. Design and Financial Analysis of Insurance Policies Based on Epidemic Models.
5. Multi-Objective Portfolio Optimization Using Real Coded Genetic Algorithm Based SVM

Selected Publications

1. MBKM and Sustainability: Design for Creativity and Innovation Ecosystem Creation in a Global Business Context
   D Hermawan, EM Manurung, F Kusnadi
   Seminar Nasional MBKM (2024), 1 (1), 17-26
2. Metode Excess-of-Loss Menggunakan Bayesian untuk Memodelkan Tingkat Keparahan Klaim
   F Kusnadi, B Yong, FJ Permana
   MAJAMATH: Jurnal Matematika dan Pendidikan Matematika (2020), 3 (2), 120-129
3. Profitability Calculation and Analysis for Interest Rate Swap Using the Hull White Model
   VR Hadiono, F Kusnadi
   BAREKENG: Jurnal Ilmu Matematika dan Terapan (2024), 18 (2), 0863-0876
4. Prediction of Maternity Recovery Rate of Group Long-Term Disability Insurance Using XGBoost
   F Kusnadi, A Wijaya, JD Lesmono
   JTAM: Jurnal Teori dan Aplikasi Matematika (2023), 7 (4), 1221-1236

Thesis Topics Offered

1. Analisis prediktif
2. Asuransi syariah
3. Bayesian dan teori kredibilitas
4. Cadangan pada asuransi umum
5. Dampak climate change pada asuransi dan keuangan

Titles of Supervised Theses

1. Analisis Premi dan Cadangan Dana Asuransi Personal Accident Menggunakan Model Multistatus dan Persamaan DIferensial Thiele
2. Prediksi Fraud Klaim Asuransi Mobil dengan Model Random Forest Berdasarkan Reduksi Variabel Berbasis Klasterisasi
3. Deteksi Klaim Asuransi Curang dengan Menggunakan Pembelajaran Mesin dan Seleksi Variabel Berbasis Klasterisasi
4. Penentuan Premi dan Cadangan Dana Asuransi Personal Accident dengan Rider Disability Income Menggunakan Model Multistatus
5. Analisis Performa Model ResNet-50 yang Disesuaikan untuk Pengenalan Sidik Jari dan Modifikasinya

Publication